Constant regret in general games via higher-order optimism

arXiv:2609.04113 · cs.LG, cs.GT · Submitted 2026-09-03 · Read on arXiv

cs.LG, cs.GT

Submitted: 2026-09-03

Updated: 2026-09-03

Comments: 42 pages, 1 figure

License: http://creativecommons.org/licenses/by/4.0/

The gist: We introduce an uncoupled learning algorithm which, when employed by all players of an arbitrary N-player normal form game with up to K actions per player, guarantees O(N 3 squared K) individual

Terminology

Abstract

We introduce an uncoupled learning algorithm which, when employed by all players of an arbitrary N-player normal form game with up to K actions per player, guarantees O(N 3 squared K) individual regret, uniformly over the horizon of play. The proposed algorithm - which we call higher-order optimism with discounting (HOOD) is a variant of optimistic follow-the-regularized-leader (OptFTRL) that combines a discounted (N+1) -th order predictor with entropic regularization over a suitable "lifting" of the game's strategy space. This combination of ingredients is purposefully designed to dampen large oscillations of the induced sequence of play in a controlled manner, removing in this way a key stumbling block of previous attempts to achieve constant regret in general games. Our approach bears several striking similarities to the concurrent - and completely independent - work of Liu, Farina, and Ozdaglar (arXiv:2608.31166), who very recently derived an O(N 21 4 K) regret bound through the use of higher-order optimism and an exponential moving average estimator.

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